Brody, Dorje C.
Hughston, Lane P.
- Journal Article
Journal / seriesProceedings of the Royal Society Series A, Mathematical, physical and engineering sciences
Pages / Article No.
PublisherThe Royal Society
SubjectAsset pricing; Insurance claim reserves; Credit portfolio risk; Gamma bridge process; Beta distribution; Reinsurance
NotesReceived 16 October 2007, Accepted 19 February 2008.
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